HSBC Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.10% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 12.32 | |
| 0.1249 | 35.93 | |
| 0.9903 | 1,645.02 | |
| -0.0401 | -12.74 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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